| Principal volatility component analysis YP Hu, RS Tsay Journal of Business & Economic Statistics 32 (2), 153-164, 2014 | 47 | 2014 |
| On the Pena–Box model YP Hu, RJ Chou Journal of Time Series Analysis 25 (6), 811-830, 2004 | 23 | 2004 |
| Evaluating R&D projects with hedging behavior LM Luo, HJ Sheu, YP Hu Research-Technology Management 51 (6), 51-57, 2008 | 16 | 2008 |
| Time-varying inter-market linkage of international stock markets YP Hu, L Lin, JW Kao Applied Economics 40 (19), 2501-2507, 2008 | 15 | 2008 |
| A dynamic factor model YP Hu, RJ Chou Available at SSRN 452803, 2003 | 15 | 2003 |
| Forecasting volatility with many predictors TH Ke, YP Hu Journal of Forecasting 32 (8), 743-754, 2013 | 11 | 2013 |
| A generalized time‐effect factor model and its application: recovering trend of temperature by pollen data YP Hu, RJ Chou Environmetrics: The official journal of the International Environmetrics …, 2008 | 3 | 2008 |
| Identifying the time‐effect factors of multiple time series Y Hu Journal of Forecasting 24 (5), 379-387, 2005 | 3 | 2005 |
| Robustness comparison of the Peña–Box model and the factor model to extract useful predictors CY Li, YP Hu Communications in Statistics-Theory and Methods 40 (9), 1633-1650, 2011 | 2 | 2011 |
| Likelihood Function and Canonical Correlation Analysis of the Peña–Box Model YP Hu Communications in Statistics—Theory and Methods 40 (8), 1453-1467, 2011 | 2 | 2011 |
| 國際金融危機事件對台股報酬的波動影響------自 2005 年至 2014 年 李睿研 國立暨南國際大學國際企業學系學位論文 2017, 1-111, 2017 | 1 | 2017 |
| 美國 S&P 500 股價靜態與動態分析------自 2004 年到 2014 年 鄭詒齡 國立暨南國際大學國際企業學系學位論文 2016, 1-90, 2016 | | 2016 |
| A new approach for analyzing panel AR (1) series with application to the unit root test YP Hu, JT Hwang arXiv preprint arXiv:1509.06442, 2015 | | 2015 |
| 基於設備成本與分佈密度之次經驗演算法於無線網路規劃 張瑛杰 國立暨南國際大學國際企業學系學位論文 2015, 1-61, 2015 | | 2015 |
| Rejoinder: Principal volatility component analysis YP Hu, RS Tsay Journal of Business & Economic Statistics 32 (2), 176-177, 2014 | | 2014 |
| 預測金融市場波動性 TH Ke 國立暨南國際大學國際企業學系學位論文 2014, 1-57, 2014 | | 2014 |
| On the reduced-rank model with leading index YP Hu Statistical Modelling 11 (6), 523-534, 2011 | | 2011 |
| Volatility Forecasting with Many Predictors TH Ke, YP Hu Available at SSRN 1952906, 2011 | | 2011 |
| A Model-Free Transformation for Multivariate Volatility Processes YP Hu | | 2011 |
| One Stone with Two Birds: Resolving Pricing and Trading Uncertainties Coinstantaneously JH Yeh, JN Wang, YP Hu Available at SSRN 1787833, 2010 | | 2010 |
